Mesirow Financial Small Fund Market Value
| MSVIX Fund | USD 14.44 0.02 0.14% |
| Symbol | MESIROW |
Mesirow Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Mesirow Financial's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Mesirow Financial.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Mesirow Financial on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Mesirow Financial Small or generate 0.0% return on investment in Mesirow Financial over 720 days. Mesirow Financial is related to or competes with Semiconductor Ultrasector, Commonwealth Global, Growth Opportunities, Ab Value, and Nasdaq 100. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Mesirow Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mesirow Financial's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Mesirow Financial Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.78 |
Mesirow Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mesirow Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mesirow Financial's standard deviation. In reality, there are many statistical measures that can use Mesirow Financial historical prices to predict the future Mesirow Financial's volatility.| Risk Adjusted Performance | 0.0786 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0791 |
Mesirow Financial Small Backtested Returns
At this stage we consider MESIROW Mutual Fund to be very steady. Mesirow Financial Small has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mesirow Financial, which you can use to evaluate the volatility of the fund. Please verify Mesirow Financial's Downside Deviation of 1.0, risk adjusted performance of 0.0786, and Mean Deviation of 0.7779 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The fund secures a Beta (Market Risk) of 1.24, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mesirow Financial will likely underperform.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Mesirow Financial Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mesirow Financial time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mesirow Financial Small price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Mesirow Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Mesirow Financial Small lagged returns against current returns
Autocorrelation, which is Mesirow Financial mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Mesirow Financial's mutual fund expected returns. We can calculate the autocorrelation of Mesirow Financial returns to help us make a trade decision. For example, suppose you find that Mesirow Financial has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Mesirow Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Mesirow Financial mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mesirow Financial mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mesirow Financial mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mesirow Financial Lagged Returns
When evaluating Mesirow Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mesirow Financial mutual fund have on its future price. Mesirow Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Mesirow Financial autocorrelation shows the relationship between Mesirow Financial mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mesirow Financial Small.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MESIROW Mutual Fund
Mesirow Financial financial ratios help investors to determine whether MESIROW Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MESIROW with respect to the benefits of owning Mesirow Financial security.
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